Related papers: Fluctuations in the email size modeled by a log-no…
The non-equilibrium fluctuations of power flux in a fluidized granular media have been recently measured in an experiment [Phys. Rev. Lett. 92, 164301, 2004], which was announced to be a verification of the Fluctuation Relation (FR) by…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
The elastic moduli of four numerical random isotropic packings of Hertzian spheres are studied. The four samples are assembled with different preparation procedures, two of which aim to reproduce experimental compaction by vibration and…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
Turbulent motions due to flux-driven thermal convection is investigated by numerical simulations and stochastic modelling. Tilting of convection cells leads to the formation of sheared flows and quasi-periodic relaxation oscillations for…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
We study theoretically the complex network of forces that is responsible for the static structure and properties of granular materials. We present detailed calculations for a model in which the fluctuations in the force distribution arise…
Self-organized network dynamics prevails for systems across physics, biology and engineering. How external signals generate distributed responses in networked systems fundamentally underlies their function, yet is far from fully understood.…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
We describe the transport properties of a point contact under the influence of a classical two-level fluctuator. We employ a transfer matrix formalism allowing us to calculate arbitrary correlation functions of the stochastic process by…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
In a recent letter, Barabasi claims that the dynamics of a number of human activities are scale-free [1]. He specifically reports that the probability distribution of time intervals tau between consecutive e-mails sent by a single user and…
Recently increased accessibility of large-scale digital records enables one to monitor human activities such as the interevent time distributions between two consecutive visits to a web portal by a single user, two consecutive emails sent…
Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…
Fractal properties are usually characterized by means of various statistical tools which deal with spatial average quantities. Here we focus on the determination of fluctuations around the average counts and we develop a test for the study…
We have observed reproducible fluctuations of the Coulomb drag, both as a function of magnetic field and electron concentration, which are a manifestation of quantum interference of electrons in the layers. At low temperatures the…
We present an exact calculation of the power spectrum of the electromagnetic fluctuations in a relativistic equilibrium plasma described by Maxwell-J\"uttner distribution functions. We consider the cases of wave vectors parallel or normal…
A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…